Hybrid Switching Diffusions: Properties and Applications: 63 (Stochastic Modelling and Applied Probability)

by Chao Zhu (Author), Chao Zhu (Author), G. George Yin (Author)

• New

  Hardcover
  2009

  $178.18

  Focusing on switching diffusion processes that involve both continuous dynamics and discrete events, this comprehensive study moves from basic properties such as Feller and strong Feller to the numerical solutions of switching diffusions and stability.